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Stock return variances

19861,869 citationsJournal Article

Authors

Kenneth R. French · University of Chicago

Richard Roll · University of California, Los Angeles

Topics & Keywords

Financial Markets and Investment Strategies Market Dynamics and Volatility Complex Systems and Time Series Analysis

Publication Details

Published in: Journal of Financial Economics

Volume 17, Issue 1, pp. 5-26

DOI: 10.1016/0304-405x(86)90004-8

Field-Weighted Citation Impact: 49.53

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